Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-07 0.484430 0.541729 0.606531 0.685987 0.781823 0.895058 1.041090
2025-09-14 0.408546 0.477606 0.561248 0.672130 0.818668 1.010999 1.292319
2025-09-21 0.361617 0.436506 0.531905 0.666197 0.857277 1.131696 1.582513
2025-09-28 0.323764 0.400161 0.501236 0.650289 0.875373 1.224212 1.860724
2025-10-05 0.310265 0.393173 0.507401 0.684722 0.971385 1.458306 2.475863
2025-10-12 0.305076 0.396223 0.526998 0.741051 1.113406 1.815401 3.552117
2025-10-19 0.283914 0.374064 0.506540 0.730443 1.138240 1.961715 4.260992
2025-10-26 0.268699 0.358975 0.494781 0.731773 1.184206 2.167303 5.322438
2025-11-02 0.250029 0.337086 0.470088 0.707214 1.174739 2.244927 6.064534
2025-11-09 0.230280 0.312164 0.438433 0.666517 1.125285 2.210691 6.369459
2025-11-16 0.219012 0.299517 0.425546 0.658116 1.141677 2.351951 7.622356
2025-11-23 0.215802 0.299099 0.432542 0.687111 1.245106 2.778512 11.234912
2025-11-30 0.206112 0.288320 0.422154 0.683544 1.278911 3.035792 14.922172
2025-12-07 0.196066 0.276330 0.408723 0.672374 1.292636 3.240756 19.358230
2025-12-14 0.187926 0.266927 0.399031 0.667564 1.321703 3.524550 27.075679
2025-12-21 0.178935 0.255580 0.385013 0.652080 1.319662 3.691342 35.473944
2025-12-28 0.177713 0.257067 0.394123 0.686877 1.464885 4.624769 93.081810
2026-01-04 0.179061 0.262946 0.411802 0.743580 1.697171 6.369678 1138.720501
2026-01-11 0.172145 0.254097 0.400883 0.732966 1.714849 6.890760 25649.129152
2026-01-18 0.167098 0.248242 0.395291 0.734322 1.774098 7.826465 NaN
2026-01-25 0.159565 0.237623 0.379706 0.709646 1.735878 7.951206 NaN
2026-02-01 0.150723 0.224350 0.358250 0.668749 1.631834 7.418770 NaN
2026-02-08 0.145865 0.217996 0.350146 0.660307 1.645595 7.989826 NaN